Robust estimation through estimating equations

DOI10.1093/BIOMET/71.1.115zbMATH Open0554.62030OpenAlexW2041877352MaRDI QIDQ3217440FDOQ3217440

Authors: V. P. Godambe, Mary E. Thompson 

Publication date: 1984

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/71.1.115

Recommendations

• Robust m-estimators
• scientific article; zbMATH DE number 4060530
• scientific article; zbMATH DE number 1215456
• scientific article; zbMATH DE number 3967677
• scientific article; zbMATH DE number 3545027

zbMATH Keywords

robust estimationestimating functionlocation parameterseffective parameterconfiguration statisticeffectiveness of parametersgeneralized residualoptimum equationparameter defining functionrobust parameters

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (29)

• Robust estimation in simultaneous equations models
• Moment based approaches to Value the Risk of contingent claim portfolios
• Optimal martingale estimating equations in a stochastic process
• The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics
• Median Regression Models for Longitudinal Data with Dropouts
• Quasi Bayesian likelihood
• Proper Bayesian estimating equation based on Hilbert space method
• Optimal estimating function for weak location‐scale dynamic models
• A recipe for robust estimation using pseudo data
• An extension of quasi-likelihood estimation
• Least informative distributions in maximum \(q\)-log-likelihood estimation
• Estimating robustness
• Robust estimation without positive real condition
• Random evolution equations in hydrology
• Robust estimator design with an emphasis balance between performance and robustness
• Title not available (Why is that?)
• Estimation of parameters in survey sampling: Optimality
• Random evolution equations in hydrology
• Equilibrated residual error estimates are \(p\)-robust
• Title not available (Why is that?)
• Robust estimators and probability integral transformations
• Robustness and the robust estimate
• Robust estimation algorithm based on prior probability statistics
• Generalized quasi-likelihood
• Robustness of Zero Crossing Estimator
• Optimum percentile estimating equations for nonlinear random coefficient models
• General solution to random advective-dispersive equation in porous media. I: Stochasticity in the sources and in the boundaries
• Estimation for aggregate models: The aggregate Markov chain
• Rejoinder: Models as approximations

This page was built for publication: Robust estimation through estimating equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3217440)